-1.5%
MCD vs ALHC
+136.3%
-137.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | -5.6% | -10.2% | +4.6% | -5.7% |
| 6M | -21.9% | -28.3% | +6.4% | -21.6% |
| YTD | -14.7% | -31.4% | +16.7% | -14.4% |
| 1Y | -17.3% | -16.9% | -0.3% | -17.5% |
| All | -1.5% | +136.3% | -137.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling